Yea, I've done it.
I got a used windshield from a wrecker for $75 and gave a guy at a windshield repair place $20 for a tube of his urethae windshield glue.
The used windshield was removed from the donor car already but I had to remove my old one. I used a box cutter knife and made all kinds of passes over the same area to cut through it. It's too hard to make one deep cut.
As it starts to cut through the windshield starts to move and you can see where you need to cut more. I left a lot of the old glue in the opening so I wouldn't run out of new glue and it helps to center the replacement windshield.
They also have a piano wire type windshield remover where you make a hole through the old glue, feed the wire though from the outside to the inside then saw back and forth to cut the windshield out. (I didn't try that method)
The biggest problem I had was that I used a cheap ass $2 dispenser gun and the urethane was as thick as tar.
My gun handle was bending and I had to try to pump the handle with the help of pliers.
I was squeazing so hard my knuckles were turning white and the nozzle was bouncing around putting urethane every where.
Once you open the tube, you've only got about 15 minutes before the urethane starts to harden and it will harden up right in your dispenser if you wait too long.
Get yourself a professional quality dispenser gun like the red one in the picture. Its got long solid handles for more torque and it won't bend or break.